I've gone both ways on the comfort zone issue.
In classical music, I was for a long time a "new music enthusiast" and constantly listened to highly avant-garde/exploratory works. But I listen to much less of that now (for instance, I more or less concluded that orthodox Darmstadt-style serialism is not to my taste). I still look for new (to me) areas, though: Renaissance polyphony is a big recent interest.
Relative newcomer to jazz (only in the past 15 years did I listen to much outside of Miles). Started out very much straight-ahead bop/hard-bop, but branched out quite a bit over time (Sun Ra is a recent interest) and have begun to find some hard-bop a little stale. I enjoy stuff that stretches boundaries with awareness of bop/hard-bop roots (e.g. the new Braxton Parker box is interesting, but too pricey so I will stick with the old 2 disc set). I'm still a little leery about far-"out" jazz, because some of the sound worlds explored (Bill Dixon for instance; no disrespect intended, just a matter of taste) remind me of the modern classical that I tired of.
The way I became a jazz enthusiast early this millennium was funny...Bought my father a Proper box ("Bebop Spoken Here" iirc), listened and was intrigued by the Tadd Dameron tunes. Bought the Coltrane/Dameron "Mating Call" and kept going. I found almost infinite amounts of jazz that was new to me (didn't even know of Horace Silver or what "hard bop" meant at the time), and I overall enjoyed it much more than the avant classical I'd been listening to.
I still explore enough so that current tastes are not carved in stone.